Piecewise linear fit without interpolating between every two points

Hello,

I'm trying to do a linear piecewise interpolation of measurement data. The method used in the curve fitting toolbox is 'connect the dots': if I have 15 data points, the algorithm creates 14 line segments between the dots. I would like to know: is it possible to use fewer line segments? Example: I have 30 data points and I would like the best interpolation using 4 line segments. I could divide my 30 points in 4 intervals and do a linear fit on each interval, but it would be difficult to find the best fit that way. Is there a better method available in matlab?

Answer 1

[Matt J]

This looks like it can do it

http://www.mathworks.com/matlabcentral/fileexchange/25872-free-knot-spline-approximation

The file has options to let you fix the knots at desired locations or let the fitting algorithm chose them for you.

Answer 2

[Greg Dionne]

The Signal Processing Toolbox R2016a has this capability. See FINDCHANGEPTS